Results 241 to 250 of about 7,541,076 (252)

A Framework for Integrating Extreme Weather Risk, Probability of Default, and Loss Given Default for Residential Mortgage Loans

Sustainability, 2023
exaly  

Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan-to-value Ratios

European Financial Management, 2003
Esa Jokivuolle
exaly  

Loss functions for Loss Given Default model comparison

European Journal of Operational Research, 2018
Christophe Hurlin
exaly  

Determination of Default Probability by Loss Given Default

Procedia Economics and Finance, 2015
Katarina Frajtova Michalikova, Erika Spuchlakova   +1 more
exaly  

Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default

International Journal of Financial Studies, 2020
Giuseppe Orlando, Roberta Pelosi
exaly  

Support vector regression for loss given default modelling

European Journal of Operational Research, 2015
Galina Andreeva, Xiao Jie Yao, Jonathan Crook   +2 more
exaly  

Fuzzy decision fusion approach for loss-given-default modeling

European Journal of Operational Research, 2017
Frank J. Fabozzi, Abdolreza Nazemi
exaly  

Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach

Economic Modelling, 2020
Guotai Chi, Baofeng Shi
exaly  

A logistic regression point of view toward loss given default distribution estimation

Quantitative Finance, 2018
Ruey-Ching Hwang, Chih-Kang Chu
exaly  

Loss given default adjusted workout processes for leases

Journal of Banking and Finance, 2018
Eugen Töws
exaly